Stochastic integration and differential equations : a new approach

Title
  1. Stochastic integration and differential equations : a new approach / Philip Protter.
Published by
  1. Berlin ; New York : Springer-Verlag, c1990.
Author
  1. Protter, Philip E.

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Details

Description
  1. x, 302 p.; 25 cm.
Series statement
  1. Applications of mathematics ; 21
Subject
  1. Stochastic integrals
  2. Martingales (Mathematics)
  3. Stochastic differential equations
Call number
  1. JSE 91-2191
Bibliography (note)
  1. Includes bibliographical references (p. [285]-293)
Author
  1. Protter, Philip E.
Title
  1. Stochastic integration and differential equations : a new approach / Philip Protter.
Imprint
  1. Berlin ; New York : Springer-Verlag, c1990.
Series
  1. Applications of mathematics ; 21
Bibliography
  1. Includes bibliographical references (p. [285]-293)
LCCN
  1. 89026265
ISBN
  1. 0387509968 (U.S. : alk. paper)
Research call number
  1. JSE 91-2191
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